Tumor-derived heat shock proteins have shown promise as anti-cancer vaccines in clinical trials. Heat shock proteins (HSPs) can generate potent anti-tumor immunity and elicit antigen-specific CD8+ T cell responses in murine studies. Antigen presenting cells (APC), such as macrophages and dendritic cells (DCs), can elicit antigen-specific CD8+ T cell responses mediated by HSPs. CD91 was the first identified endocytic scavenger receptor for HSPs on APC that can facilitate the process of cross-presentation. Other scavenger receptors may also play a similar role in this process. The present review critically evaluates the identified HSP endocytic receptors on APCs that may generate adaptive immune responses. A better understanding of this interaction between HSPs and APCs may further unravel mechanisms of immunoadjuvant function of HSPs.